S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	76
$α$	0.0276	5.33
$β$	0.8107	92.88
$γ$	0.0663	11.58
$λ_{1}$	0.5595	0.15
$λ_{2}$	0.7736	0.15
$λ_{3}$	0.0000	0.00

V-Lab

Westpac Banking MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:21.62% (-0.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Westpac Banking Analyses